+15.0%
DUOL vs ALM
+892.2%
-877.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.7% |
| 7D | +5.1% | -2.6% | +7.7% | +5.2% |
| 30D | +14.1% | +32.0% | -17.9% | +13.0% |
| 3M | +41.5% | -15.0% | +56.6% | +42.1% |
| 6M | +60.6% | -10.1% | +70.7% | +59.8% |
| YTD | -12.0% | +99.4% | -111.4% | -16.6% |
| 1Y | -43.4% | +316.4% | -359.7% | -48.9% |
| 3Y | +3.7% | +2,022.0% | -2,018.3% | -16.4% |
| 5Y | -5.3% | +941.2% | -946.5% | -22.5% |
| All | +15.0% | +892.2% | -877.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling